Set The World Afire
Wake Up Dead
In My Darkest Hour
Holy Wars...The Punishment Due
Hangar 18
Take No Prisoners
Five Magics
Poison Was The Cure
Lucretia
Tornado Of Souls
Dawn Patrol
Rust In Peace...Polaris
Headcrusher
Trust
Symphony Of Destruction
Peace Sells

There seems to be a little bit of a conflict on what was played though. Someone on setlist.fm has a different set because for some reason they decided to post before the show what they thought the band was gonna play I'm going with the set from the Megadeth forums because this person actually went to the show.

I can't complain but goddamn if Dave didn't flat-out say he was also playing Skin O' My Teeth, A Tout Le Monde, and Sweating Bullets. As long as we get Rust In Peace I'm happy but I've lost count of how many times Dave has come forward and said "We're playing song x, y, and also song z" and then he just doesn't with no reason whatsoever.

Also, a huge fuck you to Set the World Afire. Talk about a limp dick opener.

Don't mind me, I'm having a bad day and taking it out on the interwebz like a real man. But whatever, even if they were only doing the RIP album I'd still go and be fucking stoked.